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Avita Medical, Inc. Common Stock RCEL

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-11-04T06:23:47.244Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-03T21:04:54.402340076Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T06:23:46.284653+00:00

Share price$15.55
1D+1.6%
AH$15.11$15.50$15.89$16.27$16.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRCEL
Sold putSold callAH

Avita Medical, Inc. Common Stock options

Live interpolated RCEL call and put midpoint premiums by absolute delta.Avita Medical, Inc. Common Stock$0.38$1.23$2.08$2.93$3.77$12.08$14.19$16.31$18.42$20.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive RCEL spot · $15.55RCEL PRICE$0.47$0.51$0.56$0.74$0.99$1.24$1.49$1.74$1.98$2.35$2.74$3.14$3.53$0.60$0.80$0.99$1.19$1.40$1.70$2.01$2.31$2.62
Puts——
CallsExpensive1.57×
Skew——
Implied moveBearish±$3.50
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.54149.4%41.5%12.66141.2%22.5%
25Δ19.22118.5%26.9%13.27137.7%19.8%
30Δ17.91101.3%18.8%13.88134.1%17.1%
35Δ17.21100.5%15.4%14.49130.6%14.5%
40Δ16.78107.3%14.3%15.09127.4%12.0%
45Δ16.35114.1%13.1%15.61126.1%10.6%
50Δ15.93120.9%12.0%16.14124.7%9.1%
55Δ15.50127.6%10.8%16.66123.4%7.7%
60Δ15.07134.4%9.7%17.19122.1%6.3%
65Δ14.49137.0%8.3%
70Δ13.88138.7%6.9%
75Δ13.26140.4%5.5%
80Δ12.65142.1%4.0%

20Δ

Calls
Pseudo strike
21.54
IV
149.4%
B/E move
41.5%
Puts
Pseudo strike
12.66
IV
141.2%
B/E move
22.5%

25Δ

Calls
Pseudo strike
19.22
IV
118.5%
B/E move
26.9%
Puts
Pseudo strike
13.27
IV
137.7%
B/E move
19.8%

30Δ

Calls
Pseudo strike
17.91
IV
101.3%
B/E move
18.8%
Puts
Pseudo strike
13.88
IV
134.1%
B/E move
17.1%

35Δ

Calls
Pseudo strike
17.21
IV
100.5%
B/E move
15.4%
Puts
Pseudo strike
14.49
IV
130.6%
B/E move
14.5%

40Δ

Calls
Pseudo strike
16.78
IV
107.3%
B/E move
14.3%
Puts
Pseudo strike
15.09
IV
127.4%
B/E move
12.0%

45Δ

Calls
Pseudo strike
16.35
IV
114.1%
B/E move
13.1%
Puts
Pseudo strike
15.61
IV
126.1%
B/E move
10.6%

50Δ

Calls
Pseudo strike
15.93
IV
120.9%
B/E move
12.0%
Puts
Pseudo strike
16.14
IV
124.7%
B/E move
9.1%

55Δ

Calls
Pseudo strike
15.50
IV
127.6%
B/E move
10.8%
Puts
Pseudo strike
16.66
IV
123.4%
B/E move
7.7%

60Δ

Calls
Pseudo strike
15.07
IV
134.4%
B/E move
9.7%
Puts
Pseudo strike
17.19
IV
122.1%
B/E move
6.3%

65Δ

Calls
Pseudo strike
14.49
IV
137.0%
B/E move
8.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
13.88
IV
138.7%
B/E move
6.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
13.26
IV
140.4%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
12.65
IV
142.1%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend83.43%
Daily EOD
RCEL75.4%82.3%89.3%2026-10-19: 82.46%2026-10-20: 83.32%2026-10-21: 84.73%2026-10-22: 88.32%2026-10-23: 85.84%2026-10-26: 82.10%2026-10-27: 80.63%2026-10-28: 78.01%2026-10-29: 76.32%2026-10-30: 83.43%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
82.46%
83.32%
84.73%
88.32%
85.84%
82.10%
80.63%
78.01%
76.32%
83.43%